Arratia flow with drift and the Trotter formula for Brownian web
Probability
2019-10-01 v3
Abstract
An analog of the Trotter formula for the Arratia flow is presented. Perturbations of the Brownian web by mappings associated with an ordinary differential equation with a smooth right part are considered and proved to be convergent exclusively in the weak sense. The flow obtained as a limit is the Arratia flow with drift.
Keywords
Cite
@article{arxiv.1310.7431,
title = {Arratia flow with drift and the Trotter formula for Brownian web},
author = {A. A. Dorogovtsev and M. B. Vovchanskii},
journal= {arXiv preprint arXiv:1310.7431},
year = {2019}
}
Comments
20 pages